Warm leggings, also known as thermal leggings, are designed with additional layers, fleece linings and special stitching, all of which work together to create air cushions and conserve heat. Despite all this extra thermal fabric technology, thermal leggings look and feel exactly like regular leggings, so you can wear them with normal outfits for any occasion. The thermal properties of warm leggings make them especially perfect for winter months when temperatures drop.